Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49165.52 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43241.33 Kr¶

PnL: ---------------------------------------> -1634.25 Kr¶

DD now: ---------------------------------> -7.445 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 14:12:43.699849'

Anic Portfolio¶

Today¶

Return: -0.109 %¶

This Week¶

Return: -3.125 %¶

Total portfolio value¶

Return including deposits: 60.955 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.750000 1505.290000 82.290000 5.780000 1423.000014
Hennes & Mauritz B 6 0.500000 921.480000 9.480000 1.040000 912.000000
Nederman Holding 1 0.970000 208.000000 9.000000 4.520000 199.000000
JM 7 2.560000 954.800000 4.800000 0.510000 950.000002
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
Eastnine 6 -1.280000 646.800000 -10.200000 -1.550000 657.000000
Atrium Ljungberg B 5 -1.270000 892.000000 -12.000000 -1.330000 904.000000
ASSA ABLOY B 4 -1.010000 978.800000 -14.200000 -1.430000 993.000000
BioGaia B 8 -1.420000 888.000000 -16.000000 -1.770000 904.000000
Biotage 1 -1.500000 131.000000 -18.000000 -12.080000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
Alimak Group 12 -0.490000 978.000000 -29.000000 -2.880000 1007.000004
Bufab 3 -1.190000 1045.800000 -30.200000 -2.810000 1076.000001
Investor B 3 -0.290000 627.000000 -31.000000 -4.710000 657.999999
AcadeMedia 20 -2.150000 945.200000 -32.800000 -3.350000 978.000000
Sandvik 4 -0.970000 814.000000 -34.000000 -4.010000 848.000000
Vitec Software Group B 2 -0.790000 1067.500000 -36.500000 -3.310000 1104.000000
Latour B 4 -1.250000 819.200000 -36.800000 -4.300000 856.000000
Vitrolife 3 -2.730000 640.200000 -36.800000 -5.440000 677.000001
INVISIO 15 -1.050000 3532.500000 -39.500000 -1.110000 3571.999995
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Platzer Fastigheter Holding B 12 -0.130000 908.400000 -42.600000 -4.480000 951.000000
SKF B 5 -0.870000 936.250000 -43.750000 -4.460000 980.000000
Sagax B 4 -1.680000 841.200000 -43.800000 -4.950000 885.000000
Byggmax Group 33 -1.270000 922.680000 -44.320000 -4.580000 966.999990
Addnode Group B 7 -1.440000 860.300000 -44.700000 -4.940000 904.999998
Hexatronic Group 15 -1.560000 1025.100000 -45.900000 -4.290000 1071.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Gränges 10 -2.800000 990.500000 -48.500000 -4.670000 1039.000000
EQT 4 -0.430000 824.000000 -49.000000 -5.610000 873.000000
Catena 2 -1.100000 754.400000 -51.600000 -6.400000 806.000000
HEXPOL B 8 0.090000 888.000000 -69.000000 -7.210000 957.000000
Orrön Energy 170 -0.860000 1958.400000 -87.600000 -4.280000 2045.999980
Hexagon B 26 -1.320000 3294.200000 -125.800000 -3.680000 3420.000012
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 1.380000 2596.560000 -387.020000 -12.970000 2983.577733
TOTAL 43241.330000 -1634.250000 -7.44504% 44875.578016

Updated:¶

'2023-06-22 14:13:00.430131'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶